Abstract
It is demonstrated that the Cramer–Rao lower bounds on unbiased estimates of frequency, damping factor, amplitude and phase for a data record containing a single damped exponential signal in additive complex Gaussian white noise can be approximated by simple expressions. The approximations provide considerable insight into the nature of the bounds and are accurate to within about 15% over a wide range of data lengths, damping factors, etc. Further, it is indicated that this same approximation is also useful for the related case of multiple damped complex exponentials in complex noise and multiple real damped exponentials in real noise.
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